Margins and Price Limits to be applied for the trades in March 2009 are as follows (Unit: JPY):
Commodity | Contract Month |
Initial*1 | Spot Month*2 | Extra-ordinary*3 | Price Limit | EPR*4(+/-Ref. Price*5) |
WPR*6(+/-Ref. Price) |
---|---|---|---|---|---|---|---|
Rubber |
MAR'09 |
75,000 |
37,500 |
- |
- |
0.3 |
1.0 |
APR'09 |
75,000 |
- |
- |
16.0 |
|||
Gold |
APR'09 |
150,000 |
75,000 |
- |
- |
3 |
8 |
JUN'09 |
150,000 |
- |
- |
150 |
|||
Gold |
APR'09 |
20,000 |
- |
- |
- |
3 |
8 |
JUN'09 |
20,000 |
- |
- |
150 |
|||
Gold Options |
All series |
75,000 |
- |
- |
- |
3 |
8 |
75,000 |
- |
- |
150 |
||||
Silver |
APR'09 |
99,000 |
49,500 |
- |
- |
0.7 |
2.0 |
JUN'09 |
99,000 |
- |
- |
40.0 |
|||
Platinum |
APR'09 |
135,000 |
135,000 |
- |
- |
3 |
10 |
JUN'09 |
135,000 |
- |
- |
300 |
|||
Platinum |
APR'09 |
36,000 |
- |
- |
- |
3 |
10 |
JUN'09 |
36,000 |
- |
- |
300 |
|||
Palladium |
APR'09 |
45,000 |
45,000 |
- |
- |
3 |
10 |
JUN'09 |
45,000 |
- |
- |
80 |
|||
Crude Oil |
MAR'09 |
210,000 |
- |
- |
- |
30 |
200 |
APR'09 |
210,000 |
- |
- |
3,600 |
|||
Gasoline |
APR'09 |
210,000 |
105,000 |
- |
- |
30 |
200 |
MAY'09 |
210,000 |
- |
- |
3,600 |
|||
Kerosene |
APR'09 |
210,000 |
105,000 |
- |
- |
30 |
200 |
MAY'09 |
210,000 |
- |
- |
3,600 |
|||
Aluminum |
APR'09 |
60,000 |
30,000 |
- |
- |
0.5 |
1.2 |
JUN'09 |
60,000 |
- |
- |
16.0 |
*1 Initial : Maintenance Amount for Initial Clearing Margin
*2 Spot Month : Spot Month Additional Clearing Margin
*3 Extraordinary : Extraordinary Clearing Margin
*4 EPR : Executable Price Range
*5 RP: Reference Price
*6 WPR: Warning Point Range
<Spot Month Additional Clearing Margin>
* For the February 2009 contract of Rubber, Spot Month Additional Clearing Margins (JPY 37,500) shall be required on and after January 27, 2009.
* For the March 2009 contracts of Gasoline and Kerosene, Spot Month Additional Clearing Margins (Gasoline: JPY 105,000, Kerosene: JPY 105,000) shall be required on and after January 26, 2009.
<Price Limit>
* No price limit will be imposed on and after January 27, 2009 for the February 2009 contract of Rubber.
* No price limit will be imposed on and after January 26, 2009 for the March 2009 contracts of Gasoline and Kerosene.
* With regards to Palladium, if the final contract price for all or a part of the contract months drops below JPY 400 to within the three hundred yen level, the price limits for Palladium shall be JPY 60 on and after the following business day.